Fixed and variable coefficients regressions — lm_fixed_coeff • tvCoef

Computes different types of regressions with some coefficients fixed and others allowed to vary

Usage

lm_fixed_coeff(formula, data, fixed_var, ...)

Arguments

formula: a formula object.
data: time series data.
fixed_var: chosen variables whose coefficients aren't allowed to vary through time
...: further arguments passed to tvReg::tvLM()

Value

global_model: the simple lm model
linear_reg: simple lm model with fixed coefficients
piecewise_reg: bp_lm model with fixed coefficients
tv_reg: tvlm model with fixed coefficients